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  "Description": "Simulation, estimation and testing for geopolitical\nvolatility (GEOVOL) based on the global common volatility model\nof Engle and Campos-Martins (2023)\n<doi:10.1016/j.jfineco.2022.09.009>. GEOVOL is modelled as a\nlatent multiplicative volatility factor with heterogeneous\nfactor loadings. Estimation is carried out as a\nmaximization-maximization procedure, where GEOVOL and the\nGEOVOL loadings are estimated iteratively until convergence.",
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  "URL": "https://sites.google.com/site/susanacamposmartins/",
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  "Maintainer": "Susana Campos-Martins <scmartins@ucp.pt>",
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        "fitted.geovol",
        "logLik.geovol",
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